They do go after Hillary. Different topic.
Obama has received kid gloves like no other president they have parodied, in the history of the show, period. In the same time frame, they've upped the anty in going after any Republican or conservative entity that enters the public scene.
I'm not a member of either party, and I like SNL. But I value fairness. The cast and writers of the Obama years have gone a long way towards wrecking what's been a staple in pop culture, not just by their lack of comedic talent as a group, but in completely abandoning any attempt at balance in who they parody and how.